Open AccessPreservation of stochastic order in R^2 under random rotations
Author(s) -
Richard Pincus
Publication year - 2004
Publication title -
acta et commentationes universitatis tartuensis de mathematica./acta et commentationes universitatis tartuensis de mathematica
Language(s) - English
Resource type - Journals
eISSN - 2228-4699
pISSN - 1406-2283
DOI - 10.12697/acutm.2004.08.18
Subject(s) - wishart distribution , monotonic function , mathematics , stochastic ordering , order (exchange) , relation (database) , random matrix , combinatorics , pure mathematics , statistical physics , computer science , mathematical analysis , eigenvalues and eigenvectors , statistics , physics , finance , multivariate statistics , database , quantum mechanics , economics
For a specified order relation in R2, it is shown that a shift parameter family of distributions remains stochastically ordered, if it is transformed by random orthogonal rotations. The result has applications in monotonicity problems of the roots of Wishart matrices.